Largest claims reinsurance premiums for the Weibull model

DOI10.1007/BF02808290zbMath0899.62132OpenAlexW145511627MaRDI QIDQ4395760

Erhard Kremer

Publication date: 15 November 1998

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808290

zbMATH Keywords

Weibull modelordered claimsreinsurance treaties

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Largest claims reinsurance premiums for the generalized Weibull model

Cites Work

• An asymptotic formula for the net premium of some reinsurance treaties
• On a generalized total claims amount
• The total claims amount of largest claims reinsurance treaties revisited
• Recursive largest claims reinsurance rating, revisited
• On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution

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